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Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling
SIAM Journal on Scientific Computing ( IF 3.1 ) Pub Date : 2021-09-23 , DOI: 10.1137/20m137940x
S. Blanes , M. P. Calvo , F. Casas , J. M. Sanz-Serna

SIAM Journal on Scientific Computing, Volume 43, Issue 5, Page A3357-A3371, January 2021.
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard leapfrog/Verlet without impairing in any way the quality of the samples. They are based on a suitable modification of the processing technique first introduced by Butcher. The idea of modified processing may also be useful for other purposes, like the construction of high-order splitting integrators with positive coefficients.


中文翻译:

用于增强哈密顿蒙特卡罗采样的对称处理分裂积分器

SIAM Journal on Scientific Computing,第 43 卷,第 5 期,第 A3357-A3371 页,2021 年 1 月。
我们构建了用于哈密顿(或混合)蒙特卡罗采样的积分器。新的集成器易于实现,对于给定的计算预算,可以提供五倍于标准越级/Verlet 的已接受建议,而不会以任何方式损害样本质量。它们基于对 Butcher 首次引入的加工技术的适当修改。修改处理的想法也可能用于其他目的,例如构建具有正系数的高阶分裂积分器。
更新日期:2021-09-24
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